-13.0%
NKE vs CMS
+136.3%
-149.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -4.6% | -1.3% | -3.3% | -4.1% |
| 30D | +6.9% | +5.3% | +1.6% | +5.0% |
| 3M | -5.8% | -0.3% | -5.5% | -5.7% |
| 6M | -9.1% | -4.0% | -5.0% | -8.0% |
| YTD | -39.2% | +2.1% | -41.3% | -40.1% |
| 1Y | -39.2% | -4.7% | -34.5% | -38.6% |
| 3Y | -61.8% | +36.8% | -98.7% | -67.1% |
| 5Y | -75.5% | +34.9% | -110.4% | -79.1% |
| All | -13.0% | +136.3% | -149.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling